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A note on the solution of bilinear programming problems by reduction to concave minimization

Mathematical Programming volume 41, pages 249–260 (1988)Cite this article

Abstract

We present a new algorithm for solving the bilinear programming problem by reduction to concave minimization. This algorithm is finite, does not assume the boundedness of the constraint set, and uses an efficient procedure for checking whether a concave function is bounded below on a given halfline. Some preliminary computational experience with a computer code for implementing the algorithm on a microcomputer is also reported.

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Authors and Affiliations

  1. Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam

    Tran Vu Thieu

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  1. Tran Vu Thieu
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Thieu, T.V. A note on the solution of bilinear programming problems by reduction to concave minimization. Mathematical Programming 41, 249–260 (1988). https://doi.org/10.1007/BF01580766

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  • DOI: https://doi.org/10.1007/BF01580766

Key words

  • Outer-approximation algorithm
  • bilinear programming problem
  • concave minimization problem